+2,160.8%
ALNY vs SIMO
+2,177.2%
-16.4%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -5.6% | +11.0% | +6.2% |
| 7D | +5.8% | +4.1% | +1.7% | +5.1% |
| 30D | -26.5% | -24.0% | -2.5% | -24.0% |
| 3M | -27.3% | -31.8% | +4.4% | -24.4% |
| 6M | -43.4% | -36.9% | -6.5% | -42.7% |
| YTD | -58.5% | +84.8% | -143.3% | -66.8% |
| 1Y | -63.6% | +99.0% | -162.6% | -71.4% |
| 3Y | 0.0% | +217.9% | -217.9% | -30.3% |
| 5Y | -3.4% | +171.5% | -174.9% | -33.8% |
| 10Y | +254.6% | +393.3% | -138.6% | +101.2% |
| All | +2,160.8% | +2,177.2% | -16.4% | +595.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SIMO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling